## Found 16,669 Documents (Results 1–100)

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### The logarithmic Schrödinger operator and associated Dirichlet problems. (English)Zbl 07595158

MSC:  60Jxx 35Bxx 60Gxx
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### Exact simulation of the first passage time through a given level of jump diffusions. (English)Zbl 07594647

MSC:  60-XX 82-XX
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### A stochastic predator-prey system with modified LG-Holling type II functional response. (English)Zbl 07594643

MSC:  60-XX 92-XX
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### Moment estimator for an AR(1) model driven by a long memory Gaussian noise. (English)Zbl 07594040

MSC:  60G10 60F25 62M10
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### Numerical computation of probabilities for nonlinear SDEs in high dimension using Kolmogorov equation. (English)Zbl 07589690

MSC:  60Hxx 65Mxx 35Qxx
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### Some bounds for the renewal function and the variance of the renewal process. (English)Zbl 07589673

MSC:  60Kxx 60Gxx 62Nxx
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### Gaussian approximation for sums of region-stabilizing scores. (English)Zbl 07596264

MSC:  60F05 60D05 60G55
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### Duals of multiplicative relationships involving beta and gamma random variables. (English)Zbl 07595509

MSC:  60-XX 62-XX
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MSC:  60H10
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### Global dynamics of stochastic tidal equations. (English)Zbl 07595222

MSC:  35B40 60H15 46J10
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### Regularity of local times associated with Volterra-Lévy processes and path-wise regularization of stochastic differential equations. (English)Zbl 07594396

MSC:  60H10 35R09 60G51
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### Deviation inequalities and Cramér-type moderate deviations for the explosive autoregressive process. (English)Zbl 07594073

MSC:  60Fxx 60Gxx 62Mxx
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### Adaptive schemes for piecewise deterministic Monte Carlo algorithms. (English)Zbl 07594064

MSC:  65Cxx 60Jxx 62Fxx
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### Rank-based change-point analysis for long-range dependent time series. (English)Zbl 07594057

MSC:  62Mxx 62Gxx 60Fxx
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### Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations. (English)Zbl 07594055

MSC:  62Gxx 60Gxx 62Fxx
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MSC:  62Mxx
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MSC:  90Bxx
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### Distributionally robust inventory control when demand is a martingale. (English)Zbl 07592383

MSC:  90C40 93E20
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### Damped oscillations of the probability of random events followed by absolute refractory period: exact analytical results. (English)Zbl 07592040

MSC:  60-XX 90-XX
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### Synchronized abandonment in discrete-time renewal input queues with vacations. (English)Zbl 07590623

MSC:  60K25 68M20 90B22
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MSC:  91Gxx
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### Sequential simulation of a conditional Boolean model. (English)Zbl 07589014

MSC:  86A32 86-04 86-08
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### On the denseness of the subset of discrete distributions in a certain set of two-dimensional distributions. (English)Zbl 07587584

MSC:  60G44 60G07
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### Uncertain seepage equation in fissured porous media. (English)Zbl 07585108

MSC:  60Hxx 34Axx 35Rxx
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### Generalisation of fractional Cox-Ingersoll-Ross process. (English)Zbl 07584406

MSC:  60Hxx 60Gxx 91Gxx
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### Subexponential upper and lower bounds in Wasserstein distance for Markov processes. (English)Zbl 07584030

MSC:  60J05 60J25 60H10 60J75
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### A generative model for fBm with deep ReLU neural networks. (English)Zbl 07583920

MSC:  62M45 60G15 60G22
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### Adjustment dynamics in a network game with stochastic parameters. (English. Russian original)Zbl 07583564

Autom. Remote Control 83, No. 6, 960-978 (2022); translation from Mat. Teor. Igr Prilozh. 14, No. 1, 21-48 (2022).
MSC:  91A43 91A15
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MSC:  90B10
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### The stochastic $$\theta$$-SEIHRD model: adding randomness to the COVID-19 spread. (English)Zbl 07582463

MSC:  60G99 65C30 65C05
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### Gaussian processes with input location error and applications to the composite parts assembly process. (English)Zbl 07579683

MSC:  62P30 62F12 62M40
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MSC:  60E15
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MSC:  60-XX
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### Exponential ergodicity for regime-switching diffusion processes in total variation norm. (English)Zbl 07576998

MSC:  60H10 60J60 60K37
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### On the efficiency of using correlative randomized algorithms for solving problems of gamma radiation transfer in stochastic medium. (English)Zbl 07576613

MSC:  65-XX 85A25
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### Relaxed observer-based stabilization and dissipativity conditions of T-S fuzzy systems with nonhomogeneous Markov jumps via non-PDC scheme. (English)Zbl 07576358

MSC:  93Cxx 93Exx 93Bxx
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### Uniform asymptotic estimates in a time-dependent risk model with general investment returns and multivariate regularly varying claims. (English)Zbl 07576345

MSC:  91Bxx 60Kxx 62Pxx
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### Random walk on the random connection model. (English)Zbl 07574595

MSC:  60-XX 82-XX
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### A generalized probabilistic monitoring model with both random and sequential data. (English)Zbl 07574292

MSC:  93E03 62P30
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### Likelihood ratio processes under nonstandard settings. (English)Zbl 07573883

Theory Probab. Appl. 67, No. 2, 246-260 (2022) and Teor. Veroyatn. Primen. 67, No. 2, 309-326 (2022).
MSC:  62-XX 60-XX
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### Brownian regularity for the Airy line ensemble, and multi-polymer watermelons in Brownian last passage percolation. (English)Zbl 07573743

Memoirs of the American Mathematical Society 1363. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-5229-2/pbk; 978-1-4704-7095-1/ebook). v, 133 p. (2022).
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### Equivalence relations and inference for sparse Markov models. (English)Zbl 07573605

Nielsen, Frank (ed.) et al., Geometry and statistics. Handbook of Statistics 46. Amsterdam: Elsevier/Academic Press. 79-103 (2022).
MSC:  62H11 60D05
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### Long-time behavior and density function of a stochastic chemostat model with degenerate diffusion. (English)Zbl 07573569

MSC:  93E03 93C20 35Q84
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MSC:  62-XX
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### Poisson-Gamma mixture processes and applications to premium calculation. (English)Zbl 07571105

MSC:  60H10 37C75
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MSC:  62P12
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### Numerical analysis of split-step $$\theta$$ methods with truncated Wiener process for a stochastic SIS epidemic model. (English)Zbl 1492.92125

MSC:  92D30 60H10 65C30
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MSC:  60-XX
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### Stochastic heat equation: numerical positivity and almost surely exponential stability. (English)Zbl 07566257

MSC:  65-XX 60-XX
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### Factorization and discrete-time representation of multi-variate CARMA processes. (English)Zbl 07565947

MSC:  62M10 62M86 60G10
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### Two reliability acceptance sampling plans for items subject to Wiener process of degradation. (English)Zbl 1491.62274

MSC:  62P30 62N05
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### Optimal dividend strategy under Parisian ruin with affine penalty. (English)Zbl 1492.93207

MSC:  93E20 60G51 91B05
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### Extended dissipativity and dynamical output feedback control for interval type-2 singular semi-Markovian jump fuzzy systems. (English)Zbl 1492.93063

MSC:  93B52 93C42 93E03
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### The solution to a differential-difference equation arising in optimal stopping of a jump-diffusion process. (English)Zbl 07563760

MSC:  37H10 60G40
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### Heavy traffic limits for queues with non-stationary path-dependent arrival processes. (English)Zbl 1491.60159

MSC:  60K25 60F17 90B22
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### Equilibrium dividend strategies for spectrally negative Lévy processes with time value of ruin and random time horizon. (English)Zbl 07562258

MSC:  93E20 91G80
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### Taylor’s law for some infinitely divisible probability distributions from population models. (English)Zbl 07562179

MSC:  62Exx 60Exx 60Gxx
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### Solving eigenvalue PDEs of metastable diffusion processes using artificial neural networks. (English)Zbl 07561049

MSC:  60Jxx 37Mxx 60Hxx
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### Chernoff iterations as an averaging method for random affine transformations. (English. Russian original)Zbl 07557368

Comput. Math. Math. Phys. 62, No. 6, 996-1006 (2022); translation from Zh. Vychisl. Mat. Mat. Fiz. 62, No. 6, 1030-1041 (2022).
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### Stochastic criterion for $$k$$-motion of a regular surface of nonzero mean and sign-constant Gaussian curvatures in three-dimensional Euclidean space. (English. Russian original)Zbl 07557124

J. Math. Sci., New York 263, No. 3, 359-364 (2022); translation from Itogi Nauki Tekh., Ser. Sovrem. Mat. Prilozh., Temat. Obz. 169, 11-16 (2019).
MSC:  31A10 60J60
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### Dividends and compound Poisson processes: a new stochastic stock price model. (English)Zbl 07556294

MSC:  91G50 60G55
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### Parameter estimation in uncertain delay differential equations via the method of moments. (English)Zbl 07555044

MSC:  60Hxx 34Kxx 93Exx
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### Adjustment dynamics in network game with stochastic parameters. (Russian. English summary)Zbl 07553421

Mat. Teor. Igr Prilozh. 14, No. 1, 21-48 (2022); translation in Autom. Remote Control 83, No. 6, 960-978 (2022).
MSC:  91A43 91A15
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### Statistical arbitrage in jump-diffusion models with compound Poisson processes. (English)Zbl 07553156

MSC:  91G30 60J74 60G55
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### Reliability prediction based on Birnbaum-Saunders model and its application to smart meter. (English)Zbl 1490.62308

MSC:  62N05 62F10 62E15
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### Comparing limiting availabilities of a $$k$$-out-of-$$n:G$$ system and a $$k$$-component series system with $$(n-k)$$ spare components. (English)Zbl 1492.90050

MSC:  90B25 62N05 60J10
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### Dynamic quantum games. (English)Zbl 07550646

MSC:  91A25 91A81 81Q93
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### Convergence rate to the Tracy-Widom laws for the largest eigenvalue of Wigner matrices. (English)Zbl 07549410

MSC:  60B20 60Gxx 15B52
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